How to properly render smoke on a transparent background?
It's a viewer issue only. Try compositing over a gray background using the alpha-over node. 
If the result is correct, then your file output (without the gray background, of course) will be correct as long as you store it as EXR or any other format with associated (premultiplied) alpha channel, as it's the only way to store pixels that are both transparent and emissive (which is what fire is).
The resulting EXR will be fine to be composited over any background, and fire should look ok.